## Abstract

We evaluate ConocoPhillips prediction models with Multi-Task Learning (ML) and Independent T-Test1,2,3,4 and conclude that the COP stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell COP stock.

Keywords: COP, ConocoPhillips, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

## Key Points

1. What are the most successful trading algorithms?
2. What is the use of Markov decision process?
3. Stock Rating

## COP Target Price Prediction Modeling Methodology

We consider ConocoPhillips Stock Decision Process with Independent T-Test where A is the set of discrete actions of COP stock holders, F is the set of discrete states, P : S × F × S → R is the transition probability distribution, R : S × F → R is the reaction function, and γ ∈ [0, 1] is a move factor for expectation.1,2,3,4

F(Independent T-Test)5,6,7= $\begin{array}{cccc}{p}_{a1}& {p}_{a2}& \dots & {p}_{1n}\\ & ⋮\\ {p}_{j1}& {p}_{j2}& \dots & {p}_{jn}\\ & ⋮\\ {p}_{k1}& {p}_{k2}& \dots & {p}_{kn}\\ & ⋮\\ {p}_{n1}& {p}_{n2}& \dots & {p}_{nn}\end{array}$ X R(Multi-Task Learning (ML)) X S(n):→ (n+8 weeks) $∑ i = 1 n s i$

n:Time series to forecast

p:Price signals of COP stock

j:Nash equilibria

k:Dominated move

a:Best response for target price

For further technical information as per how our model work we invite you to visit the article below:

How do AC Investment Research machine learning (predictive) algorithms actually work?

## COP Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: COP ConocoPhillips
Time series to forecast n: 03 Sep 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell COP stock.

X axis: *Likelihood% (The higher the percentage value, the more likely the event will occur.)

Y axis: *Potential Impact% (The higher the percentage value, the more likely the price will deviate.)

Z axis (Yellow to Green): *Technical Analysis%

## Conclusions

ConocoPhillips assigned short-term Ba3 & long-term B1 forecasted stock rating. We evaluate the prediction models Multi-Task Learning (ML) with Independent T-Test1,2,3,4 and conclude that the COP stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell COP stock.

### Financial State Forecast for COP Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3B1
Operational Risk 6640
Market Risk5387
Technical Analysis8435
Fundamental Analysis6184
Risk Unsystematic5240

### Prediction Confidence Score

Trust metric by Neural Network: 86 out of 100 with 800 signals.

## References

1. Wager S, Athey S. 2017. Estimation and inference of heterogeneous treatment effects using random forests. J. Am. Stat. Assoc. 113:1228–42
2. Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
3. V. Borkar and R. Jain. Risk-constrained Markov decision processes. IEEE Transaction on Automatic Control, 2014
4. Tibshirani R, Hastie T. 1987. Local likelihood estimation. J. Am. Stat. Assoc. 82:559–67
5. V. Borkar. An actor-critic algorithm for constrained Markov decision processes. Systems & Control Letters, 54(3):207–213, 2005.
6. Künzel S, Sekhon J, Bickel P, Yu B. 2017. Meta-learners for estimating heterogeneous treatment effects using machine learning. arXiv:1706.03461 [math.ST]
7. Bai J. 2003. Inferential theory for factor models of large dimensions. Econometrica 71:135–71
Frequently Asked QuestionsQ: What is the prediction methodology for COP stock?
A: COP stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Independent T-Test
Q: Is COP stock a buy or sell?
A: The dominant strategy among neural network is to Sell COP Stock.
Q: Is ConocoPhillips stock a good investment?
A: The consensus rating for ConocoPhillips is Sell and assigned short-term Ba3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of COP stock?
A: The consensus rating for COP is Sell.
Q: What is the prediction period for COP stock?
A: The prediction period for COP is (n+8 weeks)